Journal: International Journal of Forecasting

Found 1200 papers in total
Constrained forecasting in autoregressive time series models: A Bayesian analysis
Constrained forecasting in autoregressive time series models: A Bayesian analysis
1993,
A bayesian approach is used to derive constrained and unconstrained forecasts in an...
The ambiguous nature of forecasts in project evaluation: Diagnosing the over-optimism of rate-of-return analysis
The ambiguous nature of forecasts in project evaluation: Diagnosing the over-optimism of rate-of-return analysis
1993,
Development projects often have low economic rates of return, despite high ex ante...
Geoffrey H. Moore and dynamic statistical methods
Geoffrey H. Moore and dynamic statistical methods
1993,
Geoffrey H. Moore’s professional life has been devoted to ongoing research in...
Monitoring business conditions at the CIBCR
Monitoring business conditions at the CIBCR
1993,
In 1981, Geoffrey Moore delivered a keynote address to the First International...
Evaluation of alternative leading indicators of British Columbia industrial employment
Evaluation of alternative leading indicators of British Columbia industrial employment
1993,
Leading indicators based on principal components and weighted r 2 values are evaluated...
Business cycle forecasting
Business cycle forecasting
1993,
Business cycle forecasting involves several different methodological problems. Some of...
Forecasting marginal costs of a multiple-output production technology
Forecasting marginal costs of a multiple-output production technology
1993,
This paper presents the results of fitting a scaled translog restricted profit...
Forecasting the Swedish unemployment rate: VAR vs. transfer function modelling
Forecasting the Swedish unemployment rate: VAR vs. transfer function modelling
1993,
The Swedish unemployment rate is forecast using three time series methods: the ARIMA,...
Hierarchical Bayes forecasts of multinomial Dirichlet data applied to coupon redemptions
Hierarchical Bayes forecasts of multinomial Dirichlet data applied to coupon redemptions
1992,
This paper considers forecasting count data from a multinomial Dirichlet distribution....
Control charts to check yearly predictions by monthly observations
Control charts to check yearly predictions by monthly observations
1992,
In many cases an organization makes predictions of a variable on a yearly scale...
Expert opinions about extrapolation and the mystery of the overlooked discontinuities
Expert opinions about extrapolation and the mystery of the overlooked discontinuities
1992,
The authors report on the opinions of 49 forecasting experts on guidelines for...
An extended review of the X11ARIMA seasonal adjustment package
An extended review of the X11ARIMA seasonal adjustment package
1992,
The revised version of X11ARIMA, Statistics Canada’s seasonal adjustment...
Algorithms for explaining forecast revisions
Algorithms for explaining forecast revisions
1992,
Forecasts are routinely revised, and these revisions are often the subject of informal...
To combine or not to combine? Issues of combining forecasts
To combine or not to combine? Issues of combining forecasts
1992,
This paper addresses issues such as: Does it always pay to combine individual...
The uses and abuses of ‘consensus’ forecasts
The uses and abuses of ‘consensus’ forecasts
1992,
Clemen’s review of the forecast-combining literature amply illustrates both the...
The maximum and minimum of primary forecasts
The maximum and minimum of primary forecasts
1992,
The purpose of this paper is to suggest that the maximum (or minimum) of a number of...
Analysis of many short time sequences: Forecast improvements achieved by shrinkage
Analysis of many short time sequences: Forecast improvements achieved by shrinkage
1993,
Credibility models in actuarial science deal with multiple short time series where...
Forecasting time series with outliers
Forecasting time series with outliers
1993,
Time-series data are often contaminated with outliers due to the influence of unusual...
Forecast combination in a dynamic setting
Forecast combination in a dynamic setting
1993,
The authors examine the implications of allowing lags into forecast combination...
Method and situational factors in sales forecast accuracy
Method and situational factors in sales forecast accuracy
1993,
In this study the interaction of forecasting method (econometric versus exponential...
Evaluating the role judgment plays in forecast accuracy
Evaluating the role judgment plays in forecast accuracy
1993,
The majority of model-based forecasting efforts today rely on relatively simple...
Causal forces: Structuring knowledge for time-series extrapolation
Causal forces: Structuring knowledge for time-series extrapolation
1993,
This paper examines a strategy for structuring one type of domain knowledge for use in...
Modeling expert forecasting knowledge for incorporation into expert systems
Modeling expert forecasting knowledge for incorporation into expert systems
1993,
The use of continuous multivariate models to represent experts’ knowledge of...
The effectiveness of imprecise probability forecasts
The effectiveness of imprecise probability forecasts
1993,
In this paper the authors investigate the feasibility of algorithmically deriving...
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